HYP vs. FITZ

Last updated Jun 5, 2026

HYP (Golden Eagle Dynamic Hypergrowth ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a 0.40 correlation, their price movements are largely independent. HYP charges 0.85%/yr vs 0.75%/yr for FITZ.

Performance

HYP vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golden Eagle Dynamic Hypergrowth ETF (HYP) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

HYP

• 1D: 1.19%
• 1M: 6.48%
• YTD: 32.89%
• 6M: 28.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FITZ

• 1D: -0.20%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HYP vs. FITZ - Yearly Performance Comparison

	2026 (YTD)
HYP Golden Eagle Dynamic Hypergrowth ETF	1.09%
FITZ Fitz-Gerald Must Have Portfolio ETF	-1.66%

Correlation

The correlation between HYP and FITZ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.40

Return for Risk

HYP vs. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Eagle Dynamic Hypergrowth ETF (HYP) and Fitz-Gerald Must Have Portfolio ETF (FITZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	HYP	FITZ	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	-7.29	+8.27

Drawdowns

HYP vs. FITZ - Drawdown Comparison

The maximum HYP drawdown since its inception was -19.58%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for HYP and FITZ.

Drawdown Indicators

	HYP	FITZ	Difference
Max Drawdown Largest peak-to-trough decline	-19.58%	-1.97%	-17.61%
Current Drawdown Current decline from peak	-1.11%	-1.97%	+0.86%
Average Drawdown Average peak-to-trough decline	-6.42%	-1.08%	-5.34%

Volatility

Volatility by Period

	HYP	FITZ	Difference
Volatility (1Y) Calculated over the trailing 1-year period	40.91%	8.74%	+32.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.91%	8.74%	+32.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.91%	8.74%	+32.17%

HYP vs. FITZ - Expense Ratio Comparison

HYP has a 0.85% expense ratio, which is higher than FITZ's 0.75% expense ratio.

Dividends

HYP vs. FITZ - Dividend Comparison

HYP's dividend yield for the trailing twelve months is around 0.10%, while FITZ has not paid dividends to shareholders.

Position	TTM	2025
FITZ Fitz-Gerald Must Have Portfolio ETF	0.00%	0.00%
HYP Golden Eagle Dynamic Hypergrowth ETF	0.10%	0.14%

Frequently Asked Questions

Can I hold both HYP and FITZ in my portfolio?

HYP and FITZ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HYP or FITZ?

On fees, FITZ is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HYP or FITZ?

FITZ is cheaper with a 0.75% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, HYP or FITZ?

HYP has the higher dividend yield at 0.10%, compared with 0.00% for FITZ.

What is the main difference between HYP and FITZ?

They also come from different issuers: Golden Eagle and Nicholas. Their fees differ too: 0.85% for HYP and 0.75% for FITZ.